-100.0%
DFNS vs TSEM
+549.4%
-649.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.1% | +15.9% | +13.0% |
| 7D | -37.0% | -9.5% | -27.5% | -36.5% |
| 30D | -63.4% | -35.5% | -27.9% | -62.6% |
| 3M | -94.1% | -41.6% | -52.5% | -93.9% |
| 6M | -96.3% | -30.1% | -66.3% | -96.3% |
| YTD | -99.6% | +25.7% | -125.3% | -99.6% |
| 1Y | -99.7% | +50.5% | -150.2% | -99.7% |
| 3Y | -100.0% | +501.7% | -601.7% | -100.0% |
| 5Y | -100.0% | +310.9% | -410.9% | -100.0% |
| All | -100.0% | +549.4% | -649.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling